Pages that link to "Item:Q5131536"
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The following pages link to Technical Note—Closed-Form Solutions for Worst-Case Law Invariant Risk Measures with Application to Robust Portfolio Optimization (Q5131536):
Displaying 10 items.
- Robust portfolio optimization with respect to spectral risk measures under correlation uncertainty (Q2152585) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- Range value-at-risk bounds for unimodal distributions under partial information (Q2212135) (← links)
- Convex risk functionals: representation and applications (Q2292181) (← links)
- Distributionally robust reinsurance with value-at-risk and conditional value-at-risk (Q2682997) (← links)
- Robust Data-Driven Vehicle Routing with Time Windows (Q4994169) (← links)
- Optimal reinsurance with model uncertainty and Stackelberg game (Q5083398) (← links)
- Multivariate robust second-order stochastic dominance and resulting risk-averse optimization (Q5239081) (← links)
- Distortion risk measure under parametric ambiguity (Q6096640) (← links)
- Distributionally robust reinsurance with expectile (Q6163458) (← links)
